glmnet v1.1-4


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by Trevor Hastie

Lasso and elastic-net regularized generalized linear models

Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper on the maintainer's website.

Functions in glmnet

Name Description
glmnet-internal Internal glmnet functions
plot.glmnet plot coefficients from a "glmnet" object
cv.glmnet Cross-validation for glmnet
glmnet-package Elastic net model paths for some generalized linear models
predict.glmnet make predictions from a "glmnet" object.
print.glmnet print a glmnet object
glmnet fit an elasticnet model path plot the cross-validation curve produced by cv.glmnet
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Last month downloads


Type Package
Date 2009-12-18
License GPL-2
Packaged 2009-12-18 15:24:11 UTC; hastie
Repository CRAN
Date/Publication 2009-12-18 16:36:48

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